-99.1%
NVD vs WAB
+158.0%
-257.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +1.6% |
| 7D | +10.8% | +0.1% | +10.7% | +11.0% |
| 30D | +0.8% | -4.1% | +4.8% | -4.4% |
| 3M | -20.8% | +8.2% | -29.0% | -11.3% |
| 6M | -41.2% | +15.4% | -56.6% | -26.0% |
| YTD | -44.2% | +33.1% | -77.3% | -13.1% |
| 1Y | -54.2% | +48.1% | -102.2% | -14.3% |
| 3Y | -99.1% | +167.7% | -266.9% | -96.8% |
| All | -99.1% | +158.0% | -257.2% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling